LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 910 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.58
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 7.6 | 1.05 | 20.95 | 738 | 62 | 452 | |||||||||
| 14 Sept | 874.75 | 5.75 | -0.5 | 21.24 | 68 | 4 | 395 | |||||||||
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| 17 Aug | 887.75 | 47.9 | 0 | 1.10 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 910 expiring on 30SEP2025
Delta for 910 CE is 0.35
Historical price for 910 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 7.6, which was 1.05 higher than the previous day. The implied volatity was 20.95, the open interest changed by 62 which increased total open position to 452
On 14 Sept LICI was trading at 874.75. The strike last trading price was 5.75, which was -0.5 lower than the previous day. The implied volatity was 21.24, the open interest changed by 4 which increased total open position to 395
On 17 Aug LICI was trading at 887.75. The strike last trading price was 47.9, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
| LICI 30SEP2025 910 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.57
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 19.55 | -5.35 | 19.19 | 42 | 13 | 32 |
| 14 Sept | 874.75 | 42.95 | -1.7 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 887.75 | 53.7 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -0.66
Historical price for 910 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 19.55, which was -5.35 lower than the previous day. The implied volatity was 19.19, the open interest changed by 13 which increased total open position to 32
On 14 Sept LICI was trading at 874.75. The strike last trading price was 42.95, which was -1.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LICI was trading at 887.75. The strike last trading price was 53.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
